I have not run a West Marches game, but I have run games where players were active between sessions.
The secret was: give them something to do.
Many games will involve players doing some one-on-one interaction with the DM: going shopping, talking to NPCs, experimenting with strange magics and equipment, interrogating prisoners, making skill checks at the library, item crafting, and any other downtime activities.
You'll show up at the table and players will say: "I want to spend 1800gp on a new cap of disguise, can I find someone to sell me that?" And the trick is to answer: "Not right now, we're only doing whole-party activities right now. That sort of thing can happen between sessions -- email the whole group, and I'll respond with the result of your actions."
The emails will generate more emails if you're doing it right.
I had a rule that you can attempt anything you want, but if you attempt something that's dangerous, I might reply with: "...you walk down the alley and three shadowy figures walk out of a door behind you. It looks like they're hostile. Let's defer this line of interaction to the gaming session, where we'll start by rolling initiative."
You've noted that the West Marches town is a safe area, so the rule that will work for you is probably "...you can do anything you want, so long as you stay in town."
Punish them!
Not as players, but as characters. They want to murder random shopkeepers in a fleshed out world, go for it! Don't just have your guards "spot them", they should be actively looking for a hulking monster and his pet psycho that are murdering good people.
These people are not heroes. They are murderhobos, and they deserved to be treated as such. Murderhobos can easily be utilized for good, as long as they're actually willing to have a good outlet for their bloodthirsty habits.
They can:
- Get arrested, then get hired by the king.
- Be "drafted" into a mercenary army against the undead.
- Be put in a prison of murderous cretins, for them to exercise their rights as terrible people.
- Cause the local "corrupt" lord to send out soldiers to take them down, creating a temporary obstacle for them to focus on.
If you want to tug at the heartstrings a bit, maybe the locals are terrified of their presence and have formed ragtag militias to stop the pair. They might murder a shopkeeper, but would they murder teenagers and women?
DnD is a game of consequence.
You didn't pick featherfall that day after sleeping in a sky fortress. You decided to use your last Barbarian Rage before the big boss fight. That shopkeeper was wearing more magical stuff than he was selling, and you decided to try and rob him.
Don't coddle them. These people made their beds, and now they have to sleep in them.
You should give them the chance to learn from their mistakes, but they first have to learn that they are making mistakes.
After they have learned from their punishment
Your players are a bit like a semi going 70. Before, they were driving the wrong way and destroying everything in their path.
Now that they are going on the right side of the road, you can giving them directions to go. If they won't stop or slow down, you can at least give them appropriate options to plow through.
Maybe once they have some respect as the most dangerous pair in the land, NPCs will recognize that they're only in it to murder things, and give choices that reflect as such.
An NPC could tell them of the evil necromancer is far to the northeast. They suggest going through Goblin Forest to the north, or Giant's Pass to the east. They have choice now, and those choices will influence the world in slight ways, like if they have cleared up Giant's Pass (which was once a trade route, or something).
Consider who in your world would utilize such a resource for the greater good, and give them the means to "push" the players in the right direction.
Best Answer
Generally, it is up to the DM.
Each of the knowledge-based skills has some overlap with the others, and it is up to the DM to choose which skill is most appropriate (or if an ability check without the benefit of a skill proficiency is most appropriate). There are no rules for making this decision other than the descriptions of the six abilities and their associated skills, which are somewhat subjective.
In this specific case, reconsider whether a check is needed.
Think about the answers to the following questions.
Is there a chance of failure on the proposed skill check? It sounds like the character would easily and automatically recognize the cult from the museum of adventures. All that a check would really model might be forgetfulness or lack of attention getting in the way. Is the character especially forgetful or absentminded, or do they have normal memory function?
Would failure be interesting, improve the story, or increase the fun? If you make a player roll to see if they remember something directly related to their stated backstory and they fail, the player knows they're being withheld information tied to their own backstory, and this will likely be frustrating and rob them of a sense of agency over their character. If they don't remember, will you have to contrive some less natural way to convey the information that doesn't tie in so well with the party's existing connection?
I recommend that you don't hinge what seems to be an important and interesting hook for the beginning of your new campaign on a die roll.